LU0906985758 Max Drawdown (5Y) Trends

Goldman Sachs Japan Equity Pf I Acc EUR-H (Snap) (LU0906985758)

47.99 +0.59 (+1.24%) EUR | May 13 2026

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Interfund Equity Japan A	21.03%
Fonditalia Equity Japan R	21.11%
DWS Nomura Japan Growth LCH (P)	27.36%
Covea Actions Japon C	32.41%
Nordea Japan Fund A growth EUR	17.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	5.429
Beta (5Y)	0.6068
Alpha (vs YCharts Benchmark) (5Y)	8.696
Beta (vs YCharts Benchmark) (5Y)	0.6781
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	16.19%
Historical Sharpe Ratio (5Y)	0.7757
Historical Sortino (5Y)	1.155
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.73%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:LU0906985758", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:LU0906985758", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.